public void test_of_map() { CurveSensitivities test = sut2(); assertEquals(test.getId(), Optional.of(ID2)); assertEquals(test.getInfo(), INFO2); assertEquals(test.getTypedSensitivities(), ImmutableMap.of(ZERO_RATE_DELTA, SENSI1, ZERO_RATE_GAMMA, SENSI2)); assertEquals(test.getTypedSensitivity(ZERO_RATE_DELTA), SENSI1); assertEquals(test.getTypedSensitivity(ZERO_RATE_GAMMA), SENSI2); }
public void test_summarize() { CurveSensitivities base = sut2(); PortfolioItemSummary test = base.summarize(); assertEquals(test.getId(), Optional.of(ID2)); assertEquals(test.getPortfolioItemType(), PortfolioItemType.SENSITIVITIES); assertEquals(test.getProductType(), ProductType.SENSITIVITIES); assertEquals(test.getCurrencies(), ImmutableSet.of(EUR, USD)); assertEquals(test.getDescription(), "CurveSensitivities[ZeroRateDelta, ZeroRateGamma]"); }
public void test_convertedTo_multipleCurrency() { CurveSensitivities base = sut2(); CurveSensitivities test = base.convertedTo(USD, FX_RATE); assertEquals(test.getTypedSensitivities().get(ZERO_RATE_DELTA).getSensitivities(), ImmutableList.of(ENTRY_USD)); assertEquals( test.getTypedSensitivities().get(ZERO_RATE_GAMMA).getSensitivities(), ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD)); }
public void test_mergedWith_map_mergeAndAdd() { CurveSensitivities base1 = sut(); CurveSensitivities base2 = sut2(); CurveSensitivities test = base1.mergedWith(base2.getTypedSensitivities()); assertEquals(test.getInfo(), base1.getInfo()); assertEquals(test.getTypedSensitivities().keySet(), ImmutableSet.of(ZERO_RATE_DELTA, ZERO_RATE_GAMMA)); assertEquals(test.getTypedSensitivities().get(ZERO_RATE_DELTA), SENSI1.multipliedBy(2)); assertEquals(test.getTypedSensitivities().get(ZERO_RATE_GAMMA), SENSI2); }
public void test_mergedWith_sens_mergeAndAdd() { CurveSensitivities base1 = sut(); CurveSensitivities base2 = sut2(); CurveSensitivities test = base1.mergedWith(base2); assertEquals(test.getInfo(), PortfolioItemInfo.empty() .withId(ID2) .withAttribute(NAME, "2") .withAttribute(DESCRIPTION, "1")); assertEquals(test.getTypedSensitivities().keySet(), ImmutableSet.of(ZERO_RATE_DELTA, ZERO_RATE_GAMMA)); assertEquals(test.getTypedSensitivities().get(ZERO_RATE_DELTA), SENSI1.multipliedBy(2)); assertEquals(test.getTypedSensitivities().get(ZERO_RATE_GAMMA), SENSI2); }
public void coverage() { coverImmutableBean(sut()); coverBeanEquals(sut(), sut2()); }